Sure, make it active. I believe the active program always has a slightly higher priority than any of the others. Other than that, if you think about it, you will realize that there would be a problem with such a thing. If there were global priorities, and two were set at the highest level, what would happen? The OS would have to determine which one would get the highest priority, or else they would both have high priority. In such a situation, there would be a slight incentive for some programs to be labeled as less than the highest priority (but you can do that already by making a lower priority thread), and a great incentive for ALL other programs to be tagged with the highest priority. After all, who would accept a 'normal' priority level for their program knowing that it would perform at a potentially unacceptable level on systems that have 'high' priority apps running?

Basically, you are at the highest priority unless you say otherwise, because that is how it would end up. Having said that, there are other things you can do, like grab exclusive control of the display (which renders all other GUI driven programs automatically lower priority), and there are system processes that are at a higher priority.